@article{beyondsurrogatemodelinglearningthelocal, title = {Beyond Surrogate Modeling: Learning the Local Volatility Via Shape Constraints}, author = {Marc Chataigner and Areski Cousin and Stéphane Crépey and Matthew Dixon and Djibril Gueye}, year = {2022}, eprint = {2212.09957}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2212.09957v1}, }